The speed at which your CD is burned is perhaps the single most overlooked factor in sound quality. How the process works is beyond the scope of what you'll need to know, but it is helpful to understand that music files contain large amount of data, and that data takes time to transfer properly. Burning discs at rapid speeds does increase burn time, but can result in data loss which causes poor sound. In the "Recording" or "Quality" tab of your software, you'll be able to choose a CD burn speed. Selecting a medium speed of 4X to 12X for music CDs will take longer to burn, but will allow the CD burner to do its thing properly and make your CDs sound as they should.
Music files suitable for CD burning and operation on players are .wav and .mp3. Store-bought CDs use .cd files which are essentially .wav files, providing the highest sound quality but take up a lot of CD space and computer storage. MP3 files are compressed files of a much smaller size than .wav files, will still sound fine to all but the most experienced listener and allow more songs to fit on a CD. Unless you are an audio aficionado with a high-end listening system and plenty of disc storage space for .wav files, MP3s are perfectly suitable for most all users and audio systems.
Most popular CD software programs allow you to change the gap between songs. In many cases a one or two second gap is suitable, but for live recordings or those which a gap would interrupt the listening experience, you'll have the option of choosing no gap between songs. This option is generally located in the "tools", "options" or "preferences" menu of your software program.
When burning CDs of music from different artists or recording sessions, one song may sound louder or softer than another. Located in the "tools", "options" or "properties" menu in your software, volume leveling can be enabled to even out music throughout the disc.